The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (Q449296): Difference between revisions
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Revision as of 00:18, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price |
scientific article |
Statements
The regularized implied local volatility equations -- a new model to recover the volatility of underlying asset from observed market option price (English)
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12 September 2012
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inverse problem
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parabolic equation
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variational inequality
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implied local volatility
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